NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.549 4.496 -0.053 -1.2% 4.743
High 4.555 4.518 -0.037 -0.8% 4.765
Low 4.479 4.353 -0.126 -2.8% 4.529
Close 4.499 4.377 -0.122 -2.7% 4.533
Range 0.076 0.165 0.089 117.1% 0.236
ATR 0.090 0.096 0.005 5.9% 0.000
Volume 4,622 4,865 243 5.3% 20,134
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.911 4.809 4.468
R3 4.746 4.644 4.422
R2 4.581 4.581 4.407
R1 4.479 4.479 4.392 4.448
PP 4.416 4.416 4.416 4.400
S1 4.314 4.314 4.362 4.283
S2 4.251 4.251 4.347
S3 4.086 4.149 4.332
S4 3.921 3.984 4.286
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.161 4.663
R3 5.081 4.925 4.598
R2 4.845 4.845 4.576
R1 4.689 4.689 4.555 4.649
PP 4.609 4.609 4.609 4.589
S1 4.453 4.453 4.511 4.413
S2 4.373 4.373 4.490
S3 4.137 4.217 4.468
S4 3.901 3.981 4.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.602 4.353 0.249 5.7% 0.083 1.9% 10% False True 4,738
10 4.780 4.353 0.427 9.8% 0.080 1.8% 6% False True 4,345
20 4.912 4.353 0.559 12.8% 0.090 2.1% 4% False True 4,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 4.950
1.618 4.785
1.000 4.683
0.618 4.620
HIGH 4.518
0.618 4.455
0.500 4.436
0.382 4.416
LOW 4.353
0.618 4.251
1.000 4.188
1.618 4.086
2.618 3.921
4.250 3.652
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.436 4.478
PP 4.416 4.444
S1 4.397 4.411

These figures are updated between 7pm and 10pm EST after a trading day.

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